カナザワ,ユウイチロウ   KANAZAWA, Yuichiro
  金澤 雄一郎
   所属   国際基督教大学教養学部 アーツ・サイエンス学科
   職種   教授
言語種別 英語
発行・発表の年月 2012
形態種別 研究論文
査読 査読あり
標題 On Asymptotic Properties of the Parameters of Differentiated Product Demand and Supply Systems When Demographically-Categorized Purchasing Pattern Data are Available.
執筆形態 共著
掲載誌名 International Economic Review
掲載区分国外
巻・号・頁 53(3),pp.887-938
著者・共著者 ◎Satoshi MYOJO
概要 We derive asymptotic properties of an estimator for supply and demand models extended with additional moments relating consumer demographics to the characteristics of purchased products. We clarify the structure of a practical sampling scheme in which the extended estimator is consistent, asymptotically normal, and more efficient than the original estimator. We provide conditions guaranteeing the asymptotic theorems hold for the random coefficient logit model of demand with oligopolistic suppliers. Extensive simulation studies demonstrate significant benefits of the additional moments in estimating the random coefficient logit model.
DOI 10.1111/j.1468-2354.2012.00705.x